Hello, I was trying Ubuntu for one day, but apparently someone seemed to think that it's really important that there is never a way to make sure you don't accidentaly move a file to trash.

So I want to give Fedora a try. Has Fedora anything that reduces the chance of accidentally deleting a file because you touch the Delete key? Like a confirmation window?

Yes, but they don't like to tell you. They prefer that you spend ages bashing the delete key and get frustrated that it does nothing. In fedora you need to do ctrl+del to delete anything (in a gui). This will also move it to the Wastebasket, not actually delete it (so you can still recover it). shift+del will actually delete the file, but it will prompt you first.

I learned that this apparently is just one of the many cases in which Gnome Unity locks out users as much as possible to enforce everyone to use the GUI in the way they intended it without playing around with the settings.

So I will now get Fedora with KDE instead.

It's better to press Del and nothing happens, than to accidentally pres Del and move something to trash without noticing it happening.

I learned that this apparently is just one of the many cases in which Gnome Unity locks out users as much as possible to enforce everyone to use the GUI in the way they intended it without playing around with the settings.

Unity is Ubuntu's thing, and it isn't GNOME. There is no Unity on Fedora.

I understood your issue the other way round.
What you want is somewhat the GNOME behaviour, that requires you to press the Ctrl button together with Del.
But KDE isn't a bad choice, as it usually lets you configure it up to quite some detail.

I've been running Fedora 17 KDE for the last 4 yours and I am very happy with it.

Some minor inconveniences, but nothing that I couldn't change to my preferences so far. Unity seems actually a good choice for people who want a simple out of the box OS that just runs without any additional work. But that was actually the main reason I wanted to get away from Windows, so KDE seems to be the thing just for me.

The move to trash confirmation is actually a bit scary, though. With that large warning symbol and a full list of the items selected for deletion. But yeah, that's basically what I had asked for.
A last question, though: I can check "Do not ask again". Does that apply to the entire system or only to a given folder, set of folders, or something like that?